Script Light(Spot) for Multiple Objects
Here is a script creating what you want:

import bpy
C = bpy.context
scene = C.scene
bpy.ops.object.lamp_add(type='SPOT')
C.selected_objects[0].name = 'Lamp'
lamp = bpy.data.lamps['Lamp']
lamp.energy = 20000
lamp.distance = 250000